#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Indexes;
using Cephei.QL;
using Cephei.QL.Times;
namespace Cephei.QL.Termstructures.Yield
{
     // <summary> 
	// ! Rate helper for bootstrapping over IborIndex futures prices
	// </summary>
    [Guid ("8FC4C74D-4706-4caa-9F51-A164FE752D16"),ComVisible(true)]
	public interface IFuturesRateHelper : Cephei.QL.Termstructures.Yield.IRateHelper
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double ConvexityAdjustment {get;}
        
		 Double ImpliedQuote {get;}
    }

    // <summary> 
	// ! Rate helper for bootstrapping over IborIndex futures prices Factory
	// </summary>
   	[ComVisible(true)]
    public interface IFuturesRateHelper_Factory // : Collection_Factory<IFuturesRateHelper, ICell<IFuturesRateHelper>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IFuturesRateHelper Create (Double price, DateTime immDate, Cephei.QL.Indexes.IIborIndex iborIndex, Microsoft.FSharp.Core.FSharpOption<Double> convexityAdjustment);
        
	    IFuturesRateHelper Create (Cephei.QL.IQuote price, DateTime immDate, Cephei.QL.Indexes.IIborIndex iborIndex, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.IQuote> convexityAdjustment);
        
	    IFuturesRateHelper Create (Double price, DateTime immDate, UInt32 lengthInMonths, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum convention, Boolean endOfMonth, Cephei.QL.Times.IDayCounter dayCounter, Microsoft.FSharp.Core.FSharpOption<Double> convexityAdjustment);
        
	    IFuturesRateHelper Create (Cephei.QL.IQuote price, DateTime immDate, UInt32 lengthInMonths, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum convention, Boolean endOfMonth, Cephei.QL.Times.IDayCounter dayCounter, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.IQuote> convexityAdjustment);
    }
}

